Convergence of thinning processes using compensators

DOI10.1016/0304-4149(86)90021-9zbMath0609.60060OpenAlexW2085521631MaRDI QIDQ1086912

Fred Boeker

Publication date: 1986

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(86)90021-9

zbMATH Keywords

stationary Markov chainscompensation approachBernoulli processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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• Some Poisson approximations using compensators
• Convergence of sums of dependent point processes to Poisson processes
• Ordered thinnings of point processes and random measures
• A Poisson-type limit theorem for mixing sequences of dependent 'rare' events
• High-Level exceedances of regenerative and semi-stationary processes
• Some limit theorems for simple point processes (a martingale approach)
• Dependent thinning of point processes
• Extreme value theory for continuous parameter stationary processes
• Compensators and Cox convergence
• Weak convergence of high level exceedances by a stationary sequence
• Compositions, inverses and thinnings of random measures
• Thinning and rare events in point processes
• Extreme Values in Uniformly Mixing Stationary Stochastic Processes
• Limit theorems for thinning of renewal point processes
• On extreme values in stationary sequences
• Extreme Values in Samples from $m$-Dependent Stationary Stochastic Processes

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